SIMULATION OF AUTOREGRESSIVE PROCESS AR(1) IN R

Here is the code in R for AR(1):

set.seed(20190) 

n=10000 

phi = .6

Z = rnorm(n,0,1) 

X=NULL 

X[1] = Z[1] 

for (t in 2:n) {

X[t] = Z[t] + phi*X[t-1] 

}

X.ts = ts(X)

par(mfrow=c(2,1))

plot(X.ts,main="AR(1) Time Series on White Noise, phi=.6")

X.acf = acf(X.ts, main="AR(1) Time Series on White Noise, phi=.6")